Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS ICE HENRY HUB - ICE OTC (Contracts of 2,500 MMBTU'S) : CFTC Code #023391 Open Interest is 5,096,629 : : Positions : :1,968,408 1,232,634 281,635 1,091,901 688,095 461,667 206,919 1,170,344 12,135 185,200 489,419 : : : : Changes from: January 17, 2012 : : 50,547 51,916 14,058 -7,335 38,133 84,092 7,773 -67,670 -45,473 51,228 64,072 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.6 24.2 5.5 21.4 13.5 9.1 4.1 23.0 0.2 3.6 9.6 : : : : Number of Traders in Each Category Total Traders: 229 : : 111 102 15 20 32 21 17 34 10 23 26 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SOCAL BORDER FIN BASIS - ICE OTC (Contracts of 2,500 MMBTU'S) : CFTC Code #023393 Open Interest is 366,276 : : Positions : : 190,002 228,060 95,096 17,602 46,233 4,551 56,179 12,294 241 0 1,669 : : : : Changes from: January 17, 2012 : : 10,920 8,296 2,352 3,808 638 697 3,873 102 241 -83 327 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.9 62.3 26.0 4.8 12.6 1.2 15.3 3.4 0.1 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 54 : : 30 24 9 . 10 . 5 6 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PG&E CITYGATE FIN BASIS - ICE OTC (Contracts of 2,500 MMBTU'S) : CFTC Code #023394 Open Interest is 162,206 : : Positions : : 111,118 102,534 21,989 33,030 17,481 325 0 4,892 0 317 490 : : : : Changes from: January 17, 2012 : : 6,525 3,503 -188 1,530 880 -1,106 0 1,053 0 26 29 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.5 63.2 13.6 20.4 10.8 0.2 0.0 3.0 0.0 0.2 0.3 : : : : Number of Traders in Each Category Total Traders: 42 : : 23 23 5 7 12 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NWP ROCKIES FIN BASIS - ICE OTC (Contracts of 2,500 MMBTU'S) : CFTC Code #023395 Open Interest is 316,432 : : Positions : : 228,014 123,955 60,146 152,895 10,879 6,629 16,829 4,089 0 0 0 : : : : Changes from: January 17, 2012 : : 845 3,963 187 -11 -765 -2,140 -7,019 2,840 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.1 39.2 19.0 48.3 3.4 2.1 5.3 1.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 45 : : 24 23 4 9 11 . . 4 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- AECO FIN BASIS - ICE OTC (Contracts of 2,500 MMBTU'S) : CFTC Code #023396 Open Interest is 778,294 : : Positions : : 612,705 331,156 21,746 269,218 120,474 683 33,905 19,329 0 725 818 : : : : Changes from: January 17, 2012 : : -7,970 -2,679 -2,898 -7,514 1,615 -391 -852 1,910 0 707 21 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.7 42.5 2.8 34.6 15.5 0.1 4.4 2.5 0.0 0.1 0.1 : : : : Number of Traders in Each Category Total Traders: 69 : : 38 26 6 16 20 . 4 5 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CHICAGO FIN BASIS - ICE OTC (Contracts of 2,500 MMBTU'S) : CFTC Code #023397 Open Interest is 230,297 : : Positions : : 149,695 196,456 55,904 7,427 6,794 10,776 14,084 3,419 0 0 0 : : : : Changes from: January 17, 2012 : : 713 -1,147 -876 827 265 2,670 899 -924 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.0 85.3 24.3 3.2 3.0 4.7 6.1 1.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 49 : : 33 32 4 . 5 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HSC FIN BASIS - ICE OTC (Contracts of 2,500 MMBTU'S) : CFTC Code #023398 Open Interest is 365,274 : : Positions : : 274,318 266,851 44,653 52,735 12,646 7,630 6,301 18,651 0 0 0 : : : : Changes from: January 17, 2012 : : 21,393 26,395 1,337 -292 -3,833 2,090 -2,781 -496 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.1 73.1 12.2 14.4 3.5 2.1 1.7 5.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 57 : : 32 27 7 7 8 . 4 6 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- WAHA FIN BASIS - ICE OTC (Contracts of 2,500 MMBTU'S) : CFTC Code #023399 Open Interest is 227,734 : : Positions : : 187,928 99,806 6,204 83,613 15,602 6,112 14,261 7,664 0 652 418 : : : : Changes from: January 17, 2012 : : 15,868 8,470 58 4,088 -178 -3,976 1,498 1,828 0 652 418 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.5 43.8 2.7 36.7 6.9 2.7 6.3 3.4 0.0 0.3 0.2 : : : : Number of Traders in Each Category Total Traders: 42 : : 16 20 4 7 8 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS - NEW YORK MERCANTILE EXCHANGE (Contracts of 10,000 MMBTU'S) : CFTC Code #023651 Open Interest is 1,206,128 : : Positions : : 109,452 146,075 234,456 81,348 91,151 210,940 291,223 294,750 36,557 99,270 148,300 : : : : Changes from: January 17, 2012 : : 8,246 5,836 1,764 14,593 -4,431 21,170 14,849 -11,527 5,172 -4,001 6,608 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.1 12.1 19.4 6.7 7.6 17.5 24.1 24.4 3.0 8.2 12.3 : : : : Number of Traders in Each Category Total Traders: 347 : : 46 43 26 10 28 63 87 88 50 52 75 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE (Contracts of 10,000 MMBTU'S) : CFTC Code #02365U Open Interest is 2,359,494 : : Positions : : 271,250 222,029 94,689 83,285 925,368 52,850 136,791 484,331 41,699 14,891 484,402 : : : : Changes from: January 17, 2012 : : 3,029 8,125 2,214 -3,467 10,481 -3,350 -2,793 10,237 -668 -307 17,941 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.5 9.4 4.0 3.5 39.2 2.2 5.8 20.5 1.8 0.6 20.5 : : : : Number of Traders in Each Category Total Traders: 145 : : 37 34 12 16 26 21 23 31 22 11 25 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE (Contracts of 10,000 MMBTU'S) : CFTC Code #023A55 Open Interest is 63,354 : : Positions : : 1,151 2,915 0 3,848 24,132 9,142 656 650 8,019 11,345 17,595 : : : : Changes from: January 17, 2012 : : 150 1 0 12 14,057 100 0 0 273 600 5,527 : : : : Percent of Open Interest Represented by Each Category of Trader : : 1.8 4.6 0.0 6.1 38.1 14.4 1.0 1.0 12.7 17.9 27.8 : : : : Number of Traders in Each Category Total Traders: 23 : : 4 5 0 5 5 . . . 6 . 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE (Contracts of 10,000 MMBTU'S) : CFTC Code #023A84 Open Interest is 118,249 : : Positions : : 3,505 6,800 2,986 11,034 7,557 53,131 45,784 44,818 4,366 1,011 751 : : : : Changes from: January 17, 2012 : : 656 240 379 1,270 -489 3,545 3,684 7,034 841 134 -78 : : : : Percent of Open Interest Represented by Each Category of Trader : : 3.0 5.8 2.5 9.3 6.4 44.9 38.7 37.9 3.7 0.9 0.6 : : : : Number of Traders in Each Category Total Traders: 44 : : 7 10 . 4 4 4 15 15 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #035653 Open Interest is 52,789 : : Positions : : 30,354 16,161 12,658 14,805 3,568 0 7,744 2,438 0 0 0 : : : : Changes from: January 17, 2012 : : -62 366 0 0 0 0 -104 42 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.5 30.6 24.0 28.0 6.8 0.0 14.7 4.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 7 4 . 4 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #035655 Open Interest is 86,486 : : Positions : : 51,628 36,975 13,077 26,305 9,118 233 778 3,273 0 0 0 : : : : Changes from: January 17, 2012 : : 327 80 0 0 0 -931 172 399 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.7 42.8 15.1 30.4 10.5 0.3 0.9 3.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 11 . 5 . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #03565B Open Interest is 2,786,597 : : Positions : : 623,696 467,309 328,059 719,842 518,382 311,289 212,555 553,347 192,198 64,133 228,413 : : : : Changes from: January 17, 2012 : : 24,946 44,763 47,987 24,244 5,446 12,126 28,318 10,344 2,734 -11,216 39,383 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.4 16.8 11.8 25.8 18.6 11.2 7.6 19.9 6.9 2.3 8.2 : : : : Number of Traders in Each Category Total Traders: 165 : : 74 63 7 19 25 19 16 29 16 9 19 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #03565C Open Interest is 1,301,765 : : Positions : : 130,060 202,976 292,574 368,437 308,466 165,028 85,413 164,699 114,269 47,283 122,207 : : : : Changes from: January 17, 2012 : : 16,660 7,919 -3,631 2,672 10,421 -34,144 3,054 47,333 32,873 -2,553 7,121 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.0 15.6 22.5 28.3 23.7 12.7 6.6 12.7 8.8 3.6 9.4 : : : : Number of Traders in Each Category Total Traders: 90 : : 19 22 14 11 17 10 12 19 8 11 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665O Open Interest is 18,609 : : Positions : : 17,212 10,620 237 6,847 667 0 0 0 220 0 0 : : : : Changes from: January 17, 2012 : : 463 136 -117 170 123 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.5 57.1 1.3 36.8 3.6 0.0 0.0 0.0 1.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 45 : : 28 26 . 8 7 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665P Open Interest is 8,803 : : Positions : : 7,486 3,109 329 4,569 250 0 0 0 150 90 0 : : : : Changes from: January 17, 2012 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.0 35.3 3.7 51.9 2.8 0.0 0.0 0.0 1.7 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 11 . 4 . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665Q Open Interest is 6,291 : : Positions : : 3,605 4,161 1,865 914 697 0 0 0 0 95 0 : : : : Changes from: January 17, 2012 : : 40 215 200 15 -41 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.3 66.1 29.6 14.5 11.1 0.0 0.0 0.0 0.0 1.5 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 12 6 . 5 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665R Open Interest is 9,119 : : Positions : : 5,724 3,490 2,565 4,942 165 0 0 0 45 0 0 : : : : Changes from: January 17, 2012 : : 75 75 0 77 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.8 38.3 28.1 54.2 1.8 0.0 0.0 0.0 0.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 10 . 5 . 0 0 0 . 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated January 27, 2012